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Concentration risk in credit portfolios : with 19 tables
Lütkebohmert-Holtz, Eva; Lütkebohmert, Eva - 2009
Persistent link: https://www.econbiz.de/10003752832
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Modelling default correlations in a two-firm model with dynamic leverage ratios
Chiarella, Carl; Lo, Chi-fai; Ming Xi Huang - 2012
Persistent link: https://www.econbiz.de/10009564460
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Konzentrationsrisiken in Kreditportfolios
Winterfeldt, Birker - 2008
Persistent link: https://www.econbiz.de/10014009601
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Kontrahentenrisiko : Bewertung, Steuerung, Unterlegung nach Basel III und IFRS
Ludwig, Sven (ed.) - 2012
Persistent link: https://www.econbiz.de/10009511341
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Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon; Lejeune, Miguel A. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
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Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Vasileiou, Evangelos; Theodoros, Syriopoulos; … - In: The journal of prediction markets 16 (2022) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10014289727
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Risikotriade : Zins-, Kredit- und operationelle Risiken
Wiedemann, Arnd - 2008 - 2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10003794070
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Markt- und Kreditrisikomanagement vor dem Hintergrund des IFRS 7
Bendeler, Maximilian - In: Finance transformation : Strategien, Konzepte und …, (pp. 145-156). 2008
Persistent link: https://www.econbiz.de/10003601496
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Die Auswirkung von Schätz- und Datenunsicherheiten auf die Risikokennzahlen im Kreditrisiko
Fink, Stefan Konrad - 2011
Persistent link: https://www.econbiz.de/10009487509
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Simulating risk contributions of credit portfolios
Liu, Guangwu - In: Operations research 63 (2015) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10010519509